本人matlab新手,在运行patton的代码时出现了一下问题:
>> % 2. Clayton's copula
lower = 0.0001;
theta0 = 1;
[ kappa2 LL2] = fmincon('claytonCL',theta0,[],[],[],[],lower,[],[],options,[u,v])
Warning: Trust-region-reflective algorithm does not solve this type of problem, using
active-set algorithm. You could also try the interior-point algorithm: set the Algorithm
option to 'interior-point' and rerun.
> In fmincon at 460
Max Line search Directional First-order
Iter F-count f(x) constraint steplength derivative optimality Procedure
0 2 249.585 -0.9999
1 4 -0.0467364 1.102e-017 1 -678 1.14e+003
2 6 -22.7077 -0.4078 1 -467 206
3 8 -40.2514 -0.283 1 -206 71.6
4 10 -42.3387 -0.2165 1 -71.6 10.4
5 12 -42.3798 -0.2249 1 -10.4 0.571
6 14 -42.3799 -0.2245 1 -0.571 0.00473
Local minimum possible. Constraints satisfied.
fmincon stopped because the predicted change in the objective function
is less than the selected value of the function tolerance and constraints
were satisfied to within the selected value of the constraint tolerance.
<stopping criteria details>
No active inequalities.
kappa2 =
0.2246
LL2 =
-42.3799
请问各位前辈高手,这个问题怎么解决啊?